PortfoliosLab logoPortfoliosLab logo
Trump Administration Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


INTC 87.89%MP 10.99%2 positions 1.12%EquityEquity

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for Trump Administration Portfolio

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Trump Administration Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


Loading charts...

Returns By Period


Position1D1M6MYTD1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-1.01%-0.57%7.46%8.94%18.44%17.86%11.50%13.17%
Portfolio
Trump Administration Portfolio
-1.79%-28.18%83.99%136.18%246.03%
INTC
Intel Corporation
-2.00%-29.07%102.39%157.56%311.43%41.13%13.57%12.89%
LAC
Lithium Americas Corp.
0.34%-32.49%-50.50%-32.34%-10.06%
MP
MP Materials Corp.
-0.48%-25.69%-34.42%-10.45%-28.44%22.35%6.45%
TMQ
Trilogy Metals Inc.
0.34%-21.37%-45.92%-30.86%57.67%77.82%6.45%17.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 2, 2023, Trump Administration Portfolio's average daily return is +0.22%, while the average monthly return is +5.27%. At this rate, an investment would double in approximately 1.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2026 with a return of +104.9%, while the worst month was Jul 2026 at -30.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Trump Administration Portfolio closed higher 50% of trading days. The best single day was Apr 24, 2026 with a return of +20.7%, while the worst single day was Aug 2, 2024 at -24.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202624.73%-1.64%-5.01%104.85%19.48%19.07%-30.46%136.18%
20251.65%19.96%-3.18%-10.07%-3.84%18.47%-0.62%21.35%29.39%16.56%1.11%-9.84%100.51%
2024-14.90%-0.15%1.94%-26.39%1.53%-3.26%0.15%-25.01%10.97%-6.56%12.62%-17.77%-54.83%
20230.59%20.17%13.19%36.83%

Benchmark Metrics

Trump Administration Portfolio has an annualized alpha of 17.74%, beta of 1.87, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since October 02, 2023.

  • This portfolio captured 341.47% of S&P 500 Index gains and 256.58% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.24 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
17.74%
Beta
1.87
0.24
Upside Capture
341.47%
Downside Capture
256.58%

Expense Ratio

Trump Administration Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Trump Administration Portfolio ranks 95 for risk / return — in the top 95% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Trump Administration Portfolio Risk / Return Rank: 9595
Overall Rank
Trump Administration Portfolio Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
Trump Administration Portfolio Sortino Ratio Rank: 9494
Sortino Ratio Rank
Trump Administration Portfolio Omega Ratio Rank: 9292
Omega Ratio Rank
Trump Administration Portfolio Calmar Ratio Rank: 9898
Calmar Ratio Rank
Trump Administration Portfolio Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Trump Administration Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

3.60

1.47

+2.13

Sortino ratioReturn per unit of downside risk

3.73

2.05

+1.69

Omega ratioGain probability vs. loss probability

1.46

1.27

+0.19

Calmar ratioReturn relative to maximum drawdown

8.08

2.03

+6.04

Martin ratioReturn relative to average drawdown

23.09

8.80

+14.28


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
INTC
Intel Corporation
98
4.133.961.499.8027.89
LAC
Lithium Americas Corp.
47
-0.090.981.11-0.16-0.25
MP
MP Materials Corp.
31
-0.34-0.041.00-0.46-0.72
TMQ
Trilogy Metals Inc.
72
0.243.031.360.791.10

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Trump Administration Portfolio Sharpe ratio is 3.60 as of Jul 20, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 2.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Trump Administration Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

Trump Administration Portfolio provided a 0.00% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio0.00%0.00%1.64%1.29%4.86%2.37%2.33%1.85%2.25%2.05%2.52%2.45%
INTC
Intel Corporation
0.00%0.00%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%
LAC
Lithium Americas Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MP
MP Materials Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMQ
Trilogy Metals Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Trump Administration Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Trump Administration Portfolio was 60.26%, occurring on Aug 7, 2024. Recovery took 307 trading sessions.

The current Trump Administration Portfolio drawdown is 31.51%.


Drawdown

Fall

Recovery

Underwater

Related event

-60.26%Aug 2024
7mo 13d1y 2mo
1y 10moDec 2023 - Oct 2025
-31.51%Jul 2026
24d
27dJun 2026 - now
-25.28%Mar 2026
2mo 6d9d
2mo 15dJan 2026 - Apr 2026
-22.76%Jun 2026
24d13d
1mo 7dMay 2026 - Jun 2026
-18.47%Nov 2025
22d12d
1mo 4dOct 2025 - Dec 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

AI Analysis


The gist

The portfolio is mostly Intel Corporation (INTC), with a small side bet on lithium and other materials names; that is less a diversified mix than a single-stock portfolio with a mineral rights subplot.

The numbers

  • INTC at 87.89% drives an effective asset count of 1.27 of 4, which is concentrated by any normal reading of the word.
  • The diversification ratio is 1.10 over 1Y and 1.12 since inception, both low and sitting in the 15.8th and 25.1st percentiles on the platform.
  • Position-to-portfolio correlation is 0.98 for INTC, so the portfolio’s behavior is almost entirely the stock’s behavior, with the rest acting as texture.

The good

  • The non-INTC sleeve is not perfectly redundant: MP Materials (MP), Lithium Americas (LAC), and Trilogy Metals (TMQ) sit in a different commodity complex than INTC’s foundry-and-capex world.
  • The pairwise correlations are only moderate, so the sleeve does at least avoid being one monolithic factor bet.

The bad

  • The portfolio is structurally dominated by one name, so the correlation math barely has room to work.
  • MP and LAC cluster together at 0.56, which means the “diversifier” sleeve is itself partially one trade.

The ugly

  • If semiconductor capex, AI demand, or Intel-specific execution disappoints at the same time that industrial-metals sentiment weakens, the portfolio gets hit from the one place that matters most and the small side positions do not change the story much.

Next steps

  • Portfolios with this concentration profile are usually analyzed as a single-name exposure with a small cyclical overlay.
  • Portfolios with a DR near 1.1 often get most of their risk reduction from exposures whose drivers sit outside both semiconductors and base metals.
AI-generated analysis. Not investment advice. Verify key facts independently.
Was this useful?

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 1.27, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
All Time
Diversification Ratio

1.10

1.12

The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Trump Administration Portfolio correlation to the S&P 500 Index

Trump Administration Portfolio has a 0.47 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

0.51


Benchmark Correlations

Correlation vs. S&P 500 Index. INTC has the highest benchmark correlation at 0.49, while TMQ has the lowest at 0.25.

TMQ
0.25
MP
0.32
LAC
0.36
INTC
0.49

Portfolio Correlations

Correlation vs. Trump Administration Portfolio. INTC has the highest portfolio correlation at 0.98, while TMQ has the lowest at 0.24.

TMQ
0.24
LAC
0.37
MP
0.42
INTC
0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TMQMPLACINTC
TMQ1.000.310.360.19
MP0.311.000.560.26
LAC0.360.561.000.28
INTC0.190.260.281.00
The correlation results are calculated based on daily price changes starting from Oct 2, 2023
Diversification Analysis

Find what Trump Administration Portfolio is missing

See which holdings overlap, where Trump Administration Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification